//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of computational finance"
~subject:"Option pricing theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Futures"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Derivat
161
Derivative
161
Optionspreistheorie
51
Theorie
45
Theory
45
Hedging
30
USA
25
United States
25
Volatility
25
Volatilität
25
Credit risk
23
Kreditrisiko
23
Option trading
21
Optionsgeschäft
21
Stochastic process
19
Stochastischer Prozess
19
Yield curve
19
Zinsstruktur
19
Portfolio selection
17
Portfolio-Management
17
Interest rate derivative
15
Zinsderivat
15
CAPM
12
Swap
12
Estimation
11
Schätzung
11
Black-Scholes model
10
Black-Scholes-Modell
10
Börsenkurs
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Share price
10
Capital income
9
Credit derivative
9
Kapitaleinkommen
9
Kreditderivat
9
Risikomanagement
9
Risk management
9
Commodity derivative
8
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
51
Type of publication (narrower categories)
All
Article in journal
50
Aufsatz in Zeitschrift
50
Language
All
English
51
Author
All
Crépey, Stéphane
2
Escobar, Marcos
2
Kandhai, Drona
2
Reisinger, Christoph
2
Zagst, Rudi
2
Ahalawat, Shweta
1
Backwell, Alex
1
Bai, Jennie
1
Bakshi, Gurdip S.
1
Benk, Janos
1
Bhim, Louis
1
Bhuruth, Muddun
1
Bujok, Karolina
1
Calvo-Garrido, M. C.
1
Caramellino, Lucia
1
Chataigner, Marc
1
Chen, Bin
1
Chen, Nai-fu
1
Chen, Yuwei
1
Cheng, Sicong
1
Christara, Christiana C.
1
Christara, Christina C.
1
Coonjobeharry, Radha Krishn
1
Crosby, John
1
Daluiso, Roberto
1
Dang, Duy Minh
1
Davis, Jesse
1
Devos, Laurens
1
Dixon, Matthew F.
1
Ehrhardt, Matthias
1
Feng, Qian
1
Figlewski, Stephen
1
Fong, Lik
1
Fouque, Jean-Pierre
1
Gao, Bin
1
Gao, Xiaohui
1
Gehricke, Sebastian A.
1
Geske, Robert Leonard
1
Gierjatowicz, Patrick
1
Gogala, Jaka
1
more ...
less ...
Published in...
All
Applied economics
Journal of financial economics
The journal of computational finance
International journal of theoretical and applied finance
101
Applied mathematical finance
61
Review of derivatives research
44
Quantitative finance
42
The journal of futures markets
35
European journal of operational research : EJOR
30
Journal of banking & finance
30
Journal of mathematical finance
30
International journal of financial engineering
24
Energy economics
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of economic dynamics & control
21
Risks : open access journal
21
Finance and stochastics
20
The European journal of finance
20
The North American journal of economics and finance : a journal of financial economics studies
20
The journal of derivatives : JOD
20
Finance research letters
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Computational economics
15
Journal of econometrics
15
SpringerLink / Bücher
15
Applied economics letters
14
Insurance / Mathematics & economics
14
International review of financial analysis
14
International review of economics & finance : IREF
13
Annals of finance
12
Journal of risk and financial management : JRFM
11
SFB 649 discussion paper
11
Wiley finance series
11
Mathematical finance
10
Research paper series / Swiss Finance Institute
10
Economic modelling
9
Lecture notes in economics and mathematical systems : LNEMS
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Asia-Pacific financial markets
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
more ...
less ...
Source
All
ECONIS (ZBW)
51
Showing
1
-
10
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
3
Spot market and derivative segment of equity in India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Saved in:
4
Directly pricing VIX futures : the role of dynamic volatility and jump intensity
Wang, Tianyi
;
Cheng, Sicong
;
Yin, Fangsheng
;
Yu, Mei
- In:
Applied economics
54
(
2022
)
32
,
pp. 3678-3694
Persistent link: https://www.econbiz.de/10013410814
Saved in:
5
Robust pricing and hedging via neural stochastic differential equations
Gierjatowicz, Patrick
;
Sabate-Vidales, Marc
;
Siska, David
; …
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014314540
Saved in:
6
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
7
Penalty methods for bilateral XVA pricing in European and American contingent claims by a partial differential equation model
Chen, Yuwei
;
Christara, Christiana C.
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 41-70
Persistent link: https://www.econbiz.de/10012544162
Saved in:
8
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
9
Gaussian process regression for derivative portfolio modeling and application to credit valuation adjustment computations
Crépey, Stéphane
;
Dixon, Matthew F.
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 47-81
Persistent link: https://www.econbiz.de/10012421957
Saved in:
10
Second-order Monte Carlo sensitivities
Daluiso, Roberto
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012212482
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->